Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49245.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 37028.96 Kr¶

PnL: ---------------------------------------> 130.09 Kr¶

DD now: ---------------------------------> -7.294 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:05:37.859403'

Anic Portfolio¶

Today¶

Return: -0.116 %¶

This Week¶

Return: -0.116 %¶

Total portfolio value¶

Return including deposits: 61.219 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.100000 1665.000000 197.460000 13.460000 1467.540000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Addnode Group B 11 0.960000 927.300000 8.800000 0.960000 918.500000
Clas Ohlson B 12 0.310000 973.800000 3.000000 0.310000 970.800000
AcadeMedia 8 0.300000 404.000000 2.800000 0.700000 401.200000
Alimak Group 11 0.240000 928.400000 2.200000 0.240000 926.200000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Sagax B 4 0.090000 852.800000 0.800000 0.090000 852.000000
VEF 909 -0.390000 1845.270000 0.000000 0.000000 1845.270000
Sagax A 4 -0.930000 852.000000 0.000000 0.000000 852.000000
INVISIO 16 0.000000 3680.000000 0.000000 0.000000 3680.000000
Vitec Software Group B 2 0.000000 1084.000000 0.000000 0.000000 1084.000000
Bufab 3 0.000000 1106.400000 0.000000 0.000000 1106.400000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
JM 6 -0.210000 860.400000 -1.800000 -0.210000 862.200000
OX2 13 -0.210000 945.750000 -1.950000 -0.210000 947.700000
EQT 4 -0.390000 826.400000 -3.200000 -0.390000 829.600000
Hexagon B 26 -0.110000 3447.600000 -3.900000 -0.110000 3451.500000
Nordic Waterproofing Holding 7 -0.440000 960.400000 -4.200000 -0.440000 964.600000
Catena 2 -0.610000 784.800000 -4.800000 -0.610000 789.600000
Latour B 4 -0.560000 850.400000 -4.800000 -0.560000 855.200000
Indutrade 5 -0.410000 1209.500000 -5.000000 -0.410000 1214.500000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Atrium Ljungberg B 5 -0.860000 925.000000 -8.000000 -0.860000 933.000000
Hexatronic Group 12 -1.120000 953.760000 -10.800000 -1.120000 964.560000
Orrön Energy 180 -0.660000 2026.800000 -10.800000 -0.530000 2037.600000
BHG Group 97 -2.400000 1421.050000 -33.950000 -2.330000 1455.000000
TOTAL 37025.530000 126.660000 -7.29816% 36898.870000

Updated:¶

'2023-07-03 09:03:57.692126'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶